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William Lu

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2 papers
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2

ICLR Conference 2024 Conference Paper

On the Stability of Expressive Positional Encodings for Graphs

  • Yinan Huang
  • William Lu
  • Joshua Robinson 0001
  • Yu Yang 0019
  • Muhan Zhang
  • Stefanie Jegelka
  • Pan Li 0005

Designing effective positional encodings for graphs is key to building powerful graph transformers and enhancing message-passing graph neural networks. Although widespread, using Laplacian eigenvectors as positional encodings faces two fundamental challenges: (1) *Non-uniqueness*: there are many different eigendecompositions of the same Laplacian, and (2) *Instability*: small perturbations to the Laplacian could result in completely different eigenspaces, leading to unpredictable changes in positional encoding. Despite many attempts to address non-uniqueness, most methods overlook stability, leading to poor generalization on unseen graph structures. We identify the cause of instability to be the use of "hard partition'' of eigenspaces. Hence, we introduce Stable and Expressive Positional Encodings (SPE), an architecture for processing eigenvectors that uses eigenvalues to ``softly partition'' eigenspaces. SPE is the first architecture that is (1) provably stable, and (2) universally expressive for basis invariant functions whilst respecting all symmetries of eigenvectors. Besides guaranteed stability, we prove that SPE is at least as expressive as existing methods, and highly capable of counting graph structures. Finally, we evaluate the effectiveness of our method on molecular property prediction, and out-of-distribution generalization tasks, finding improved generalization compared to existing positional encoding methods. Our code is available at https://github.com/Graph-COM/SPE.

TMLR Journal 2024 Journal Article

Sparse Contextual CDF Regression

  • Kamyar Azizzadenesheli
  • William Lu
  • Anuran Makur
  • Qian Zhang

Estimating cumulative distribution functions (CDFs) of context-dependent random variables is a central statistical task underpinning numerous applications in machine learning and economics. In this work, we extend a recent line of theoretical inquiry into this domain by analyzing the problem of \emph{sparse contextual CDF regression}, wherein data points are sampled from a convex combination of $s$ context-dependent CDFs chosen from a set of $d$ basis functions. We show that adaptations of several canonical regression methods serve as tractable estimators in this functional sparse regression setting under standard assumptions on the conditioning of the basis functions. In particular, given $n$ data samples, we prove estimation error upper bounds of $\tilde{O}(\sqrt{s/n})$ for functional versions of the lasso and Dantzig selector estimators, and $\tilde{O}(\sqrt{s}/\sqrt[4]{n})$ for a functional version of the elastic net estimator. Our results match the corresponding error bounds for finite-dimensional regression and improve upon CDF ridge regression which has $\tilde{O}(\sqrt{d/n})$ estimation error. Finally, we obtain a matching information-theoretic lower bound which establishes the minimax optimality of the lasso and Dantzig selector estimators up to logarithmic factors.